+138.6%
NOK vs EOG
+121.1%
+17.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +11.0% | +1.5% | +9.5% | +10.6% |
| 30D | +7.8% | +2.9% | +4.9% | +7.0% |
| 3M | -21.0% | +8.7% | -29.7% | -23.0% |
| 6M | +40.9% | +12.9% | +28.0% | +35.8% |
| YTD | +72.0% | +43.8% | +28.2% | +56.2% |
| 1Y | +140.9% | +27.1% | +113.8% | +125.0% |
| 3Y | +194.3% | +25.9% | +168.4% | +170.9% |
| 5Y | +112.5% | +177.9% | -65.4% | +54.4% |
| All | +138.6% | +121.1% | +17.5% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling